About our client and their challenges:

Client had stock scrip data with its volatility and other historical details for all stocks present in NASDAQ. For each stock Strike Data, Rationalized Data was present based on which insights on trends were needed as the stock moved. Based on Strike Data client had an overview but need more insights on changing data.

Solution approach:

We provided ADB services to this project where we used to perform below tasks in the project:

  • Making tables in ADB to populate all data
  • Generating Delta Live tables for schema governance and calculate trend for stocks
  • Developed code in scala and SQL to define trend charts in ADB for Strike, Volatility, Moneyness parameters
  • Developed core logic in ADB using scala to calculate all values to generate chart and defined all strike points with which stock trend can be easily detected
  • Based on current stock trend, a futuristic trend was developed based on last 5 yr shared data which would help investors to investigate on stock items
  • Maintained Delta Live tables which would incorporate all new column changes if found in flat file on time over time basis.

Technologies used: Azure Data Bricks, Delta Live Tables, Flat File